CME Group » Interest Rates » Curve Trades with Eurodollar and In
Curve Trades with Eurodollar and Interest Rate Swap Futures Spreads
By Fred Sturm - Mon Jul 25 20:25:00 CDT 2011 CT
Related Keywords: Interest Rates, Strategies & Techniques

Curve Trades with Eurodollar and Interest Rate Swap Futures SpreadsThis white paper, by Frederick Sturm, CME Group Director of Research and Product Development, provides a brief overview of the Interest Rate Swap-Eurodollar futures spread, why it's attractive, how to set it up and what makes it work.


 
 
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